+363.1%
HUBS vs TWLO
+847.7%
-484.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -9.0% | -2.4% | -6.6% | -8.0% |
| 30D | +7.2% | -7.8% | +15.1% | +11.2% |
| 3M | +20.9% | +10.0% | +10.8% | +14.0% |
| 6M | -13.0% | +79.5% | -92.5% | -34.3% |
| YTD | -43.8% | +59.8% | -103.7% | -55.0% |
| 1Y | -54.6% | +121.7% | -176.3% | -68.7% |
| 3Y | -58.5% | +240.8% | -299.3% | -77.5% |
| 5Y | -66.4% | -33.6% | -32.8% | -67.8% |
| 10Y | +319.2% | +306.0% | +13.2% | +110.5% |
| All | +363.1% | +847.7% | -484.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling